47 citations · 47 across the 2 of their papers we have counts for
2 papers
math.PR2017
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
Mario Hefter, Arnulf Jentzen, Ryan Kurniawan
In the recent years there has been an increased interest in studying regularity properties of the derivatives of stochastic evolution equations (SEEs) with respect to their initial…
math.PR2010★ 47 cited
Taylor expansions of solutions of stochastic partial differential equations with additive noise
Arnulf Jentzen, Peter Kloeden
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does i…